She's a University of Chicago senior, but native Chicagoan Rae Gray isn't worried about finding a job after graduation. She's been working as an actress since she was five.

"I think education is very important and it's important to have a degree, but it's not something that I need to further pursue acting and I'm not at school to learn how to act," she said. "I'm just there for the experience of going to college and to get the liberal arts education."

In addition to more than 100 voice-over roles and two decades of work on stages across Chicago, Gray has recently portrayed a range of characters spanning from a heroin-addicted streetwalker in NBC's "Chicago Fire" to a popular girl dealing with the consequences of a terrible accident in "Slowgirl" at Steppenwolf, where she co-starred with William Petersen of "CSI." In March 2014, "Slowgirl" director and Steppenwolf ensemble member Randall Arney remounts the production with the original cast at L.A.'s Geffen Playhouse, where he is the artistic director.

While her past and her future are both exciting, the present is doubly so. This week, she appears in a small recurring role on HBO's "Boardwalk Empire" and embodies the late French novelist Marguerite Duras as a young woman in "The North China Lover" with Lookingglass Theatre Company. The world premiere adaptation tells Duras' autobiographical tale of her steamy affair as a poor teenage schoolgirl in 1930s Indochina with a wealthy, 27-year-old Chinese man. The provocative and haunting production, adapted and directed by ensemble member Heidi Stillman, requires Gray to step even further out of her comfort zone.

We called Gray to find out more about her life and stage and TV work, plus just how far outside her comfort zone she's willing to step.

Her roots: "I grew up in the West Loop—by Greektown, basically, just about a mile west of the Sears Tower. It was pretty deserted when we moved in. We had lived in the Gold Coast [until she was five]. Now it's all babies and dogs, but when we were [first] there, it was all warehouses. So it's been incredible to be growing up in an area that is also growing up with you."

Her 'hood: "My favorite thing about it is living so close to the United Center—because I'm a big Bulls and Hawks fan—and seeing everybody walking back up Madison after the games wearing their Hawks and Bulls jerseys. Most of the restaurants are pretty much all discovered, but there's this great cafe called Morgan Street Cafe that not a lot of people know about that makes delicious sandwiches. And we have a steakhouse next door to our house called Carmichael's Steak House that's really awesome."

She turned 21 on July 4: "I didn't get to spend it with my family this year [because] I was in L.A. rehearsing "Slowgirl" [for] Steppenwolf. But my birthday always has a theme, so that's cool. My grandmother makes me this American flag cake; it's got blueberries and the stripes are strawberries and Cool Whip. And with the fireworks, it kind of feels like it's all for me sometimes. [Laughs.]"

Playing Marguerite Duras inspires her: "I wasn't familiar with Marguerite's work, but I've since read 'The North China Lover' and 'The Lover' and I've read a biography about her and that's been the coolest thing. She lived in France, she lived in Indochina and she had all these different affairs and she always wanted to be a writer. She was just a strong, passionate, super-intelligent woman. Her family was kind of shamed in her community and so it's just incredible to see her push past all that and become super-successful through a really hard life. And it's really cool to be able to embody her in her youth."

Aspects of Rae that appear in her portrayal of Marguerite: "I think a lot of Marguerite's actions are driven by the fact that she wants to experience the experience of everything. So a lot of the time she will do something just for the sake of having done it and then being able to write about it. And I would say as an actor, I do that a lot, too, because the more experiences you have, the stronger and more well-rounded of an actor you can be. Just saying yes to new experiences and being open to new people and new things and traveling places—a lot of that feeds into this building base of experiences that I think are really important—unless something is completely stupid; I won't try it then. I also think we both have this witty, sly humor. And I love writing, too; I'm not a writer, but I also write every day. If you look at both of our lives, they're nothing alike. But if I were thrown into her situation in her time period, my life might not have been too different because I feel very similar to her in a lot of ways—which I don't feel about a lot of characters that I play."